Encyclopedia of Operations Research and Management Science

2001 Edition
| Editors: Saul I. Gass, Carl M. Harris

Hessian matrix

Reference work entry
DOI: https://doi.org/10.1007/1-4020-0611-X_414
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For a function f(xv) of the vector variable x,v the Hessian matrix is a square matrix formed by the set of second-order partial derivatives evaluated at a specific point xv0 (if they exist) and is denoted by ∇2f(xv). It is in an n × n matrix whose i, j elements is
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© Kluwer Academic Publishers 2001

Authors and Affiliations

  1. 1.Robert H. Smith School of BusinessUniversity of MarylandCollege PartUSA
  2. 2.School of Information Technology & EngineeringGeorge Mason UniversityFairfaxUSA